@article{Wang2012,
author = {Wang, Qianfan and Member, Student and Guan, Yongpei and Wang, Jianhui},
journal = {Power},
number = {1},
pages = {206--215},
title = {{A Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Uncertain Wind Power Output}},
volume = {27},
year = {2012}
}
@article{Rengarajan2009,
author = {Rengarajan, Tara},
title = {{Selected Topics in Chance-Constrained Programming}},
year = {2009}
}
@article{Rengarajan2009a,
author = {Rengarajan, Tara},
journal = {Optimization},
title = {{Selected Topics in Chance-constrained Programming What is a chance-constrained program ? ( or PCPs – probabilistically constrained programs )}},
year = {2009}
}
@article{Luedtke2007,
author = {Luedtke, James R},
journal = {Constraints},
number = {December},
title = {{NON-CONVEX AND STOCHASTIC OPTIMIZATION PROBLEMS NON-CONVEX AND STOCHASTIC OPTIMIZATION PROBLEMS}},
year = {2007}
}
@article{Luedtke2008,
author = {Luedtke, James and Ahmed, Shabbir},
journal = {Society},
keywords = {070702928,10,1137,90c15,ams subject classification,chance constraints,doi,large deviation,ming,monte carlo,probabilistic constraints,stochastic program-},
number = {2},
pages = {674--699},
title = {{A sample approximation approach for optimization with probabilistic constraints}},
volume = {19},
year = {2008}
}
@article{Luedtke2008a,
author = {Luedtke, James and Ahmed, Shabbir and Nemhauser, George L.},
doi = {10.1007/s10107-008-0247-4},
issn = {0025-5610},
journal = {Mathematical Programming},
keywords = {2000,chance constraints,constraints,integer programming,mathematics subject classification,mixing set,probabilistic,stochastic programming},
month = oct,
number = {2},
pages = {247--272},
title = {{An integer programming approach for linear programs with probabilistic constraints}},
url = {http://www.springerlink.com/index/10.1007/s10107-008-0247-4},
volume = {122},
year = {2008}
}
@article{Luedtke2010,
annote = {This is the major reference paper for the SP project.
        
Basic ideas:
1. },
author = {Luedtke, James},
keywords = {chance,constraints,decomposition,integer programming,probabilistic constraints,stochastic programming},
pages = {271--284},
title = {{An Integer Programming and Decomposition Approach to General Chance-Constrained Mathematical Programs}},
year = {2010}
}
@article{Ahmed2008,
author = {Ahmed, Shabbir and Shapiro, Alexander},
journal = {Systems Engineering},
number = {x},
pages = {1--10},
title = {{Solving Chance-Constrained Stochastic Programs via Sampling and Integer Programming}},
year = {2008}
}
@article{Reich2010,
author = {Reich, Daniel},
keywords = {approxima-,integer programming,linear programming,stochastic programming,tion methods and heuristics},
pages = {1--22},
title = {{A linear programming approach for linear programs with probabilistic constraints}},
year = {2010}
}
